ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
121-127 |
121-120 |
-0-007 |
0.0% |
121-187 |
High |
121-230 |
121-158 |
-0-073 |
-0.2% |
121-230 |
Low |
121-125 |
121-102 |
-0-022 |
-0.1% |
121-075 |
Close |
121-158 |
121-125 |
-0-033 |
-0.1% |
121-158 |
Range |
0-105 |
0-055 |
-0-050 |
-47.6% |
0-155 |
ATR |
0-074 |
0-073 |
-0-001 |
-1.9% |
0-000 |
Volume |
2,794 |
877 |
-1,917 |
-68.6% |
5,246 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-293 |
121-264 |
121-155 |
|
R3 |
121-238 |
121-209 |
121-140 |
|
R2 |
121-183 |
121-183 |
121-135 |
|
R1 |
121-154 |
121-154 |
121-130 |
121-169 |
PP |
121-128 |
121-128 |
121-128 |
121-136 |
S1 |
121-099 |
121-099 |
121-120 |
121-114 |
S2 |
121-073 |
121-073 |
121-115 |
|
S3 |
121-018 |
121-044 |
121-110 |
|
S4 |
120-283 |
120-309 |
121-095 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-299 |
122-223 |
121-243 |
|
R3 |
122-144 |
122-068 |
121-200 |
|
R2 |
121-309 |
121-309 |
121-186 |
|
R1 |
121-233 |
121-233 |
121-172 |
121-194 |
PP |
121-154 |
121-154 |
121-154 |
121-134 |
S1 |
121-078 |
121-078 |
121-143 |
121-039 |
S2 |
120-319 |
120-319 |
121-129 |
|
S3 |
120-164 |
120-243 |
121-115 |
|
S4 |
120-009 |
120-088 |
121-072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-230 |
121-075 |
0-155 |
0.4% |
0-066 |
0.2% |
32% |
False |
False |
1,102 |
10 |
121-300 |
121-075 |
0-225 |
0.6% |
0-061 |
0.2% |
22% |
False |
False |
800 |
20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-032 |
0.1% |
12% |
False |
False |
400 |
40 |
122-162 |
119-295 |
2-187 |
2.1% |
0-016 |
0.0% |
57% |
False |
False |
200 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-011 |
0.0% |
59% |
False |
False |
133 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-008 |
0.0% |
59% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-071 |
2.618 |
121-302 |
1.618 |
121-247 |
1.000 |
121-213 |
0.618 |
121-191 |
HIGH |
121-158 |
0.618 |
121-136 |
0.500 |
121-130 |
0.382 |
121-124 |
LOW |
121-102 |
0.618 |
121-069 |
1.000 |
121-047 |
1.618 |
121-013 |
2.618 |
120-278 |
4.250 |
120-189 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
121-130 |
121-153 |
PP |
121-128 |
121-143 |
S1 |
121-127 |
121-134 |
|